“Everyone carries around his own monsters.---Richard Pryor”

Quoted in Robert Sobel's review of Past Imperfect: History According to the Movies edited by Mark C. Carnes.
Quoted in Timothy J. Penny, http://www.nationalreview.com/article/207925/facts-are-facts-timothy-j-penny, National Review September 4, 2003.
Ellen Hume, Tabloids, Talk Radio and the Future of News, part 4 http://www.ellenhume.com/articles/tabloids4.html ( TOC http://www.ellenhume.com/articles/tabloids_contents.html), 1995 cites this as something Moynihan said to a "1994 electoral opponent on WNBC in New York".
However, proceedings http://web.archive.org/web/20141031220947/http://www.intelligence.senate.gov/pdfs/96id_protection.pdf of a Senate Intelligence Committee in 1980 attribute the identical quote to James R. Schlesinger (at p. 110), possibly made during the course of 1973 Congressional testimony.
Also see Bernard Baruch, who said "Every man has a right to his own opinion, but no man has a right to be wrong in his facts." in the January 6, 1950 issue of the Deming (New Mexico) Headlight
See also this Barry Popik blog http://www.barrypopik.com/index.php/new_york_city/entry/everyone_is_entitled_to_his_own_opinion_but_not_his_own_facts for some etymological research into this quote and its variants.
Attributed
Variant: Everyone is entitled to their own opinions, but they are not entitled to their own facts.
Variant: You are entitled to your own opinion, but you are not entitled to your own facts.
Variant: You’re entitled to your own opinions. You’re not entitled to your own facts.

Source: The Unbearable Lightness of Being

Remark (23 June 1972), as quoted in Transitions to a Heart Centered World : Through the Kundalini Yoga and Meditations of Yogi Bhajan (1988) by Guru Rattana and Ann M. Maxwell, p. 107
Context: Everyone is master of his own destiny. Those who do not know how to be commanded do not know how to command. Temptation is the law of Maya (illusion). One who can withstand it knows the law of life: assess your 1) stamina 2) potential 3) basic flexibility, and know where your emotions are.

Source: Sean Daly Live at Shark Con-Julie Andersen https://www.youtube.com/watch?v=jxL0X3uZIy0 (May 3, 2014)

Source: World War Z: An Oral History of the Zombie War

Source: Witch Baby

Pupils at Sais (1799)
Context: Over his own heart and his own thoughts he watched attentively. He knew not whither his longing was carrying him. As he grew up, he wandered far and wide; viewed other lands, other seas, new atmospheres, new rocks, unknown plants, animals, men; descended into caverns, saw how in courses and varying strata the edifice of the Earth was completed, and fashioned clay into strange figures of rocks. By and by, he came to find everywhere objects already known, but wonderfully mingled, united; and thus often extraordinary things came to shape in him. He soon became aware of combinations in all, of conjunctures, concurrences. Erelong, he no more saw anything alone. — In great variegated images, the perceptions of his senses crowded round him; he heard, saw, touched and thought at once. He rejoiced to bring strangers together. Now the stars were men, now men were stars, the stones animals, the clouds plants; he sported with powers and appearances; he knew where and how this and that was to be found, to be brought into action; and so himself struck over the strings, for tones and touches of his own.